dream_test
dream_test,
a MATLAB code which
calls dream(), which
implements the DREAM algorithm for accelerating
Markov Chain Monte Carlo (MCMC) convergence using differential evolution,
by Guannan Zhang.
Licensing:
The information on this web page is distributed under the MIT license.
Related Data and Programs:
dream,
a MATLAB code which
implements the DREAM algorithm for accelerating
Markov Chain Monte Carlo (MCMC)
convergence using differential evolution,
using five user functions to define the problem, by Guannan Zhang.
Examples and Tests:
PROBLEM0 is a small sample problem, in 10 dimensions, with a
density that is the maximum of two gaussians centered at (-5,-5,...,-5)
and (5,5,...,5).
-
p0_prior_density.m,
the prior density.
-
p0_prior_sample.m,
the prior sampler.
-
p0_sample_likelihood.m,
the sample likelihood function.
-
p0_size.m,
the size function.
-
p0_value.m,
the value function.
-
p0_chain01.txt,
a chain data file.
-
p0_chain02.txt,
a chain data file.
-
p0_chain03.txt,
a chain data file.
-
p0_chain04.txt,
a chain data file.
-
p0_chain05.txt,
a chain data file.
-
p0_chain06.txt,
a chain data file.
-
p0_chain07.txt,
a chain data file.
-
p0_chain08.txt,
a chain data file.
-
p0_chain09.txt,
a chain data file.
-
p0_chain10.txt,
a chain data file.
-
p0_gr.txt,
the Gelman-Rubin statistic file.
-
p0_restart.txt,
the restart file.
PROBLEM2 is based on the second example in the Vrugt reference.
The Vrugt version involves 10 variables, with a "twisted" Gaussian
density function.
-
p2_prior_density.m,
the prior density.
-
p2_prior_sample.m,
the prior sampler.
-
p2_sample_likelihood.m,
the sample likelihood function.
-
p2_size.m,
the size function.
-
p2_value.m,
the value function.
-
p2_chain01.txt,
a chain data file.
-
p2_chain02.txt,
a chain data file.
-
p2_chain03.txt,
a chain data file.
-
p2_chain04.txt,
a chain data file.
-
p2_chain05.txt,
a chain data file.
-
p2_chain06.txt,
a chain data file.
-
p2_chain07.txt,
a chain data file.
-
p2_chain08.txt,
a chain data file.
-
p2_chain09.txt,
a chain data file.
-
p2_chain10.txt,
a chain data file.
-
p2_gr.txt,
the Gelman-Rubin statistic file.
-
p2_restart.txt,
the restart file.
Last revised on 08 January 2019.